CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 15-Oct-2013
Day Change Summary
Previous Current
14-Oct-2013 15-Oct-2013 Change Change % Previous Week
Open 40.55 40.70 0.15 0.4% 40.60
High 41.02 41.26 0.24 0.6% 41.63
Low 40.43 40.68 0.25 0.6% 40.13
Close 40.70 40.96 0.26 0.6% 40.61
Range 0.59 0.58 -0.01 -1.7% 1.50
ATR 0.72 0.71 -0.01 -1.4% 0.00
Volume 21,223 10,800 -10,423 -49.1% 101,958
Daily Pivots for day following 15-Oct-2013
Classic Woodie Camarilla DeMark
R4 42.71 42.41 41.28
R3 42.13 41.83 41.12
R2 41.55 41.55 41.07
R1 41.25 41.25 41.01 41.40
PP 40.97 40.97 40.97 41.04
S1 40.67 40.67 40.91 40.82
S2 40.39 40.39 40.85
S3 39.81 40.09 40.80
S4 39.23 39.51 40.64
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 45.29 44.45 41.44
R3 43.79 42.95 41.02
R2 42.29 42.29 40.89
R1 41.45 41.45 40.75 41.87
PP 40.79 40.79 40.79 41.00
S1 39.95 39.95 40.47 40.37
S2 39.29 39.29 40.34
S3 37.79 38.45 40.20
S4 36.29 36.95 39.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.63 40.43 1.20 2.9% 0.68 1.7% 44% False False 20,321
10 41.63 39.53 2.10 5.1% 0.74 1.8% 68% False False 16,955
20 43.32 39.53 3.79 9.3% 0.68 1.6% 38% False False 11,808
40 45.48 39.53 5.95 14.5% 0.74 1.8% 24% False False 8,777
60 45.61 39.53 6.08 14.8% 0.73 1.8% 24% False False 6,969
80 46.53 39.53 7.00 17.1% 0.69 1.7% 20% False False 5,839
100 49.11 39.53 9.58 23.4% 0.68 1.7% 15% False False 5,054
120 49.43 39.53 9.90 24.2% 0.68 1.7% 14% False False 4,416
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 43.73
2.618 42.78
1.618 42.20
1.000 41.84
0.618 41.62
HIGH 41.26
0.618 41.04
0.500 40.97
0.382 40.90
LOW 40.68
0.618 40.32
1.000 40.10
1.618 39.74
2.618 39.16
4.250 38.22
Fisher Pivots for day following 15-Oct-2013
Pivot 1 day 3 day
R1 40.97 40.98
PP 40.97 40.97
S1 40.96 40.97

These figures are updated between 7pm and 10pm EST after a trading day.

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